Numerical studies of the performance of an optimally controlled nonlinear stochastic oscillator (Q1134567)

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scientific article; zbMATH DE number 3659100
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    Numerical studies of the performance of an optimally controlled nonlinear stochastic oscillator
    scientific article; zbMATH DE number 3659100

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      Numerical studies of the performance of an optimally controlled nonlinear stochastic oscillator (English)
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      1980
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      random nonlinear triangular wave oscillator
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      two kinds of perturbation
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      vector of independent standard Wiener processes
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      Poisson process
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